Twitter Sentiment Analysis Applied to Finance: A Case Study in the Retail Industry

نویسندگان

  • Thársis Tuani Pinto Souza
  • Olga Kolchyna
  • Philip C. Treleaven
  • Tomaso Aste
چکیده

This paper presents a financial analysis over Twitter sentiment analytics extracted from listed retail brands. We investigate whether there is statistically-significant information between the Twitter sentiment and volume, and stock returns and volatility. Traditional newswires are also considered as a proxy for the market sentiment for comparative purpose. The results suggest that social media is indeed a valuable source in the analysis of the financial dynamics in the retail sector even when compared to mainstream news such as the Wall Street Journal and Dow Jones Newswires.

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عنوان ژورنال:
  • CoRR

دوره abs/1507.00784  شماره 

صفحات  -

تاریخ انتشار 2015